generate_random_Gamma

Generates a valid Gamma matrix with a given dimension

Statistical methodology for sparse multivariate extreme value models. Methods are
provided for exact simulation and statistical inference for multivariate Pareto distributions
on graphical structures as described in the paper 'Graphical Models for Extremes' by
Engelke and Hitz (2020) <doi:10.1111/rssb.12355>.

Sebastian Engelke

graphicalExtremes

Statistical Methodology for Graphical Extreme Value Models

Adrien S. Hitz

Nicola Gnecco

Manuel Hentschel

generate_random_Gamma function

<dl><dt>d</dt>
<dd>Size of the matrix</dd>
<dt>...</dt>
<dd>Further arguments passed to <code>generate_random_spd_matrix()</code></dd></dl>

Arguments

Generate a random Gamma matrix — generate_random_Gamma

<dl>

<dt>d</dt>
<dd>Size of the matrix</dd>


<dt>...</dt>
<dd>Further arguments passed to <code>generate_random_spd_matrix()</code></dd>

</dl>

generate_random_Gamma: Generate a random Gamma matrix

Description

Usage

Arguments

See Also